Composer · investment strategy
by Composer Technologies · via Composer
First check if the market is in an uptrend. In uptrends, ride a single standout (Monster Beverage) when momentum is very strong; otherwise split between SPY and QQQ. In downtrends, buy tech on sharp selloffs or stay defensive in consumer staples.
Description from Composer
of the return and risk figures:as the source publishes them
What $10,000 would have become, from the strategy's own published history, against the S&P 500 over the same dates. The basis is labelled.
This strategy doesn’t publish a performance history we can chart.
Each rule is quoted word for word from the strategy's own documents.
No rules extracted from this strategy’s text yet.
3 positions as of 2026-10-11
: the platform's backtest holdings, not a client account.
Compares the stated rules with the holdings (or, where none are published, a mix estimated from returns), using tests fixed before any results were seen.
1.8% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM, SPY via IVV
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 98% · 2026-10-11 ()
0.0% of weight in (SPY: 0%)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-11 ()
0 of 5 funds in its are
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100%
Strategies that share its Capital preservation label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
Composer Technologies · Composer
How much of what we look for this strategy has, and why anything is missing. Fields that don't apply to it aren't counted.
4 missing
The text the rules are quoted from, with where it came from.
Tickers: SPY=S&P 500 (US stocks), QQQ=Nasdaq‑100 (big tech), MNST=Monster Beverage (energy drinks), XLK=Tech, XLP=Consumer Staples. RSI is a 0–100 “speed/heat” gauge; >80 very hot, <30 washed‑out. Uptrend test = short‑term price above long‑term.<br>Rules: If SPY is in an uptrend: if QQQ RSI(10)>80 or SPY RSI(10)>80 or SPY RSI(60)>60 → hold MNST; else 50/50 SPY+QQQ. If not an uptrend: if QQQ RSI(10)<30 → XLK; else XLP.
First check if the market is in an uptrend. In uptrends, ride a single standout (Monster Beverage) when momentum is very strong; otherwise split between SPY and QQQ. In downtrends, buy tech on sharp selloffs or stay defensive in consumer staples.
Out-of-sample trend/momentum strategy in US equities: 29.1% annualized return vs 20.8% for the S&P, Sharpe 1.38 vs 1.33, max drawdown 12.8% vs 18.8%, and beta ~0.91. Higher upside with disciplined risk control and regime-driven defense.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.0M | 2026-10-11 | |
| Backtest regulatory fees | $6,698 | 2026-10-11 | |
| Backtest slippage cost | $48k | 2026-10-11 |
| AI categories (Composer) | momentum, sector rotation, single-stock tilt, tactical allocation, trend-following, us equities | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 28 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.64 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "MNST", "QQQ", "SPY", "XLK", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.09 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.91 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.69 | 2026-10-11 |
| Remixes (copies) | 10 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 6,929 | 2026-10-11 | |
| Out-of-sample length | 795 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 23.02% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 30k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 29.09% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 124.04% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.55% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.67% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.69% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 42.76% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 42.76% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.92% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.90% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 8.69% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.85 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.27 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -27.01% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -12.80% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.06 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.38 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.65 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.35 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 21.90% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 20.00% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 18.58 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 20.44 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.60% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.09% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
